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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for February Crude Oil(NYM) as of Sep 16, 2022
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   35 36 37 38 38 39 39 39 39 39 39
Closed Higher   20 24 25 20 20 26 21 20 19 19 22
Exceeded High   19 23 21 14 18 24 16 17 12 17 19
Scenario Percentage   95% 96% 84% 70% 90% 92% 76% 85% 63% 89% 86%
Avg Max Increase   9.12% 8.61% 7.72% 10.40% 8.45% 10.08% 10.72% 8.36% 12.76% 14.07% 8.67%
Max Increase   17.47% 19.47% 31.97% 19.87% 21.18% 63.08% 43.64% 24.44% 27.15% 28.47% 16.90%
Avg Days To Max Increase   19 17 14 18 18 20 13 14 24 11 12
Avg Max Decline   -1.56% -2.38% -1.69% -0.85% -2.26% -2.49% -2.99% -2.62% -2.48% -2.82% -1.27%
Max Decline   -12.87% -9.77% -5.06% -5.01% -13.43% -13.67% -12.70% -12.01% -7.14% -9.95% -6.17%
Avg Days to Max Decline   11 8 10 6 11 8 10 5 8 5 4
2022 Contract Condition   Yes   Yes Yes Yes Yes   Yes Yes   Yes
Action   Yes   Yes Yes Yes Yes   Yes No   Yes
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   35 36 37 38 38 39 39 39 39 39 39
Closed Lower   15 11 12 18 18 13 17 19 20 20 17
Penetrated Low   7 7 5 13 12 9 10 15 19 17 10
Scenario Percentage   47% 64% 42% 72% 67% 69% 59% 79% 95% 85% 59%
Avg Max Decline   14.64% 9.54% 7.67% 8.63% 10.17% 12.58% 13.93% 13.65% 15.08% 16.71% 15.89%
Max Decline   40.94% 21.42% 13.76% 19.74% 33.64% 26.95% 46.60% 50.99% 49.25% 41.06% 36.71%
Avg Days To Max Decline   18 14 20 17 17 17 17 15 18 13 14
Avg Max Increase   -2.82% -3.32% -2.59% -1.21% -2.32% -2.95% -2.64% -2.30% -2.45% -3.13% -4.02%
Max Increase   -7.60% -8.95% -6.65% -6.17% -9.19% -14.94% -14.44% -12.49% -5.31% -10.68% -15.15%
Avg Days to Max Increase   10 7 12 3 8 10 11 6 5 9 4
2022 Contract Condition     Yes         Yes     Yes  
Action     No         No     Yes  
High 50.77 58.51 61.50 61.67 63.93 69.51 70.96 70.01 75.01 82.13 81.73 77.44
Low 46.81 49.40 54.70 55.61 59.21 63.03 62.45 60.52 66.05 72.87 64.16 62.26
Close/Last 49.19 56.32 56.02 60.05 62.86 68.78 70.10 67.21 73.59 79.98 65.85 75.21

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